+404.5%
TSM vs GWRE
+50.1%
+354.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +1.0% | -13.2% | +14.2% | +2.4% |
| 30D | +1.0% | -18.6% | +19.5% | +2.2% |
| 3M | +2.9% | +18.9% | -16.0% | -2.4% |
| 6M | +22.8% | -11.0% | +33.8% | +22.7% |
| YTD | +43.3% | -29.9% | +73.2% | +52.4% |
| 1Y | +69.2% | -44.3% | +113.5% | +93.1% |
| 3Y | +404.5% | +51.7% | +352.8% | +280.5% |
| All | +404.5% | +50.1% | +354.4% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling